Related papers: Some Comments on the Stochastic Eulerian Tour Prob…
The classical 'buy or rent' ski-rental problem was recently considered in the setting where multiple experts (such as Machine Learning algorithms) advice on the length of the ski season. Here, robust algorithms were developed with improved…
This work gathers new results concerning the semi-geostrophic equations: existence and stability of measure valued solutions, existence and uniqueness of solutions under certain continuity conditions for the density, convergence to the…
In this paper, we consider the existence of concentrated helical vortices of 3D incompressible Euler equations with swirl. First, without the assumption of the orthogonality condition, we derive a 2D vorticity-stream formulation of 3D…
Hub Covering Problems arise in various practical domains, such as urban planning, cargo delivery systems, airline networks, telecommunication network design, and e-mobility. The task is to select a set of hubs that enable tours between…
In this paper we give stochastic solutions of conformable fractional Cauchy problems. The stochastic solutions are obtained by running the processes corresponding to Cauchy problems with a nonlinear deterministic clock.
We adapt the formalism of the statistical theory of 2D turbulence in the case where the Casimir constraints are replaced by the specification of a prior vorticity distribution. A new relaxation equation is obtained for the evolution of the…
These are lecture notes for a mini-course on stochastic sewing, taught at the University of Edinburgh and Beijing Institute of Technology in Spring/Summer 2025. The aim is to introduce the reader to stochastic sewing techniques and to show…
Stochastic approximation algorithm is a useful technique which has been exploited successfully in probability theory and statistics for a long time. The step sizes used in stochastic approximation are generally taken to be deterministic and…
The possibility of using the Eulerian discretization for the problem of modelling high-dimensional distributions and sampling, is studied. The problem is posed as a minimization problem over the space of probability measures with respect to…
The classical Stefan problem is one of the most studied free boundary problems of evolution type. Recently, there has been interest in treating the corresponding free boundary problem with nonlocal diffusion. We start the paper by reviewing…
This contribution examines optimization problems that involve stochastic dominance constraints. These problems have uncountably many constraints. We develop methods to solve the optimization problem by reducing the constraints to a finite…
A calculational approach in fluid turbulence is presented. Use is made of the attracting nature of the fluid-dynamic dynamical system. An approximate approach is offerred that effectively propagates the statistics in time. Loss of…
The increasing penetration of renewable energy resources in power systems, represented as random processes, converts the traditional deterministic economic dispatch problem into a stochastic one. To solve this stochastic economic dispatch,…
A sketch of the chapter appearing under the same heading in the book ``New Optimization Algorithms in Physics'' (A.K. Hartmann and H. Rieger, Eds.) is given. After a general introduction to spin glasses, important aspects of heuristic…
Evolving diverse sets of high quality solutions has gained increasing interest in the evolutionary computation literature in recent years. With this paper, we contribute to this area of research by examining evolutionary diversity…
We examine the logical structure of the emergence of classical stochasticity for a quantum system governed by a Pauli-type master equation. It is well-known that while such equations describe the evolution of probabilities, they do not…
E731 in the Enestrom index. Originally published as "Solutio problematis ob singularia calculi artificia memorabilis", Memoires de l'academie des sciences de St-Petersbourg 2 (1810), 3-9. For $z$ the distance from the origin, and $v$ a…
Stochastic inverse problems considered in this article consist of estimating the probability distributions of intrinsically random inputs of computer models. These estimations are based on observable outputs affected by model noise, and…
In recent years, stochastic effects have become increasingly relevant for describing fluid behaviour, particularly in the context of turbulence. The most important model for inviscid fluids in computational fluid dynamics are the Euler…
Stochastic thermodynamics is formulated for variables that are odd under time reversal. The invariance under spatial rotation of the collision rates due to the isotropy of the heat bath is shown to be a crucial ingredient. An alternative…